-99.1%
QID vs SPXS
-99.6%
+0.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | +0.1% |
| 7D | +1.3% | +2.5% | -1.2% | -0.7% |
| 30D | +2.9% | +4.2% | -1.3% | -0.3% |
| 3M | -0.7% | -9.3% | +8.6% | +7.8% |
| 6M | -29.7% | -30.7% | +1.0% | -5.8% |
| YTD | -27.9% | -28.1% | +0.2% | -6.2% |
| 1Y | -34.6% | -35.1% | +0.5% | -7.9% |
| 3Y | -73.5% | -79.6% | +6.0% | -10.9% |
| 5Y | -81.0% | -86.3% | +5.3% | -14.4% |
| All | -99.1% | -99.6% | +0.4% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling